Concepedia

Tommi Sottinen

TS

20

Publications

797

Citations

16

H-Index

2001

Active since

Affiliations

University of Helsinki(Current)

University of Vaasa

Aalto University

Reykjavík University

Taras Shevchenko National University of Kyiv

Tommi Sottinen is an author at University of Helsinki specializing in probability theory, engineering, and stochastic processes.

Top concepts

EngineeringProbabilityStochastic ProcessesFinanceStochastic CalculusBusinessAsset PricingBrownian MotionStochastic AnalysisStatistics

Publications per year

2001–2020

20

Publications

20

Fractional Brownian motion, random walks and binary market models

Tommi Sottinen · Finance and Stochastics · 2001 · 188 citations

Economics, Fractional Brownian Motion, Business +3

Pricing by hedging and no-arbitrage beyond semimartingales

Christian Bender, Tommi Sottinen, Esko Valkeila · Finance and Stochastics · 2008 · 92 citations

Option Pricing, Asset Pricing, Derivative Pricing +4

On arbitrage and replication in the fractional Black–Scholes pricing model

Tommi Sottinen, Esko Valkeila · Statistics & Decisions · 2003 · 73 citations

Arbitrage Possibility, Option Pricing, Black-scholes Model +14

Arbitrage with fractional Brownian motion

Christian Bender, Tommi Sottinen, Esko Valkeila · 2007 · 63 citations

Application of Girsanov theorem to particle filtering of discretely observed continuous-time non-linear systems

Tommi Sottinen, Simo Särkkä · Bayesian Analysis · 2008 · 50 citations · Full text

Nonlinear Filtering, Engineering, Observability +16

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